Option‐based evidence of the nonstationarity of expected S&P 500 futures price distributions

Research output: Contribution to journalArticlepeer-review

Original languageEnglish (US)
Pages (from-to)275-290
Number of pages16
JournalJournal of Futures Markets
Volume12
Issue number3
DOIs
StatePublished - Jun 1992

ASJC Scopus subject areas

  • Accounting
  • Business, Management and Accounting(all)
  • Finance
  • Economics and Econometrics

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